Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52170.58 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48009.05 Kr¶

PnL: ---------------------------------------> -917.45 Kr¶

DD now: ---------------------------------> -1.788 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 14:10:24.092563'

Anic Portfolio¶

Today¶

Return: -0.278 %¶

This Week¶

Return: -0.278 %¶

Total portfolio value¶

Return including deposits: 70.793 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
SynAct Pharma 9 -0.530000 670.500000 25.500000 3.950000 645.000003
Xvivo Perfusion 3 1.580000 870.000000 25.000000 2.960000 845.000001
Vitrolife 3 2.840000 694.800000 17.800000 2.630000 677.000001
Biotage 4 0.190000 619.600000 16.600000 2.750000 603.000000
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Addtech B 3 1.450000 713.400000 13.400000 1.910000 699.999999
Sdiptech B 3 0.430000 832.800000 10.800000 1.310000 822.000000
BHG Group 49 -6.820000 649.250000 10.250000 1.600000 638.999984
Indutrade 5 1.490000 1330.000000 10.000000 0.760000 1320.000000
Addnode Group B 6 1.680000 762.000000 10.000000 1.330000 751.999998
Nolato B 12 -0.180000 657.000000 9.000000 1.390000 648.000000
Embracer Group B 26 -0.710000 669.240000 7.240000 1.090000 661.999988
BONESUPPORT HOLDING 10 -0.320000 1229.000000 5.000000 0.410000 1224.000000
Latour B 2 1.790000 454.000000 5.000000 1.110000 449.000000
Fortnox 10 3.460000 669.400000 1.400000 0.210000 668.000000
Svolder B 35 0.810000 2173.500000 0.000000 0.000000 2173.500000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -1.120000 651.350000 -2.650000 -0.410000 653.999997
Profoto Holding 7 -0.480000 578.200000 -3.800000 -0.650000 581.999999
Sampo Oyj SDB 1 -0.500000 499.500000 -5.500000 -1.090000 505.000000
Volati 5 -4.380000 567.000000 -7.000000 -1.220000 574.000000
Lime Technologies 2 -1.850000 583.000000 -10.000000 -1.690000 593.000000
Investor B 3 0.230000 647.100000 -10.900000 -1.660000 657.999999
SCA A 4 -0.410000 588.000000 -11.000000 -1.840000 599.000000
Sedana Medical 135 -2.560000 4317.300000 -13.700000 -0.320000 4330.999935
Humana 40 1.240000 651.200000 -22.800000 -3.380000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Lundin Gold 7 1.230000 921.200000 -52.800000 -5.420000 973.999999
Ambea 68 1.000000 2483.360000 -53.640000 -2.110000 2537.000032
Creades A 7 1.810000 551.600000 -59.400000 -9.720000 610.999998
Investor A 16 0.090000 3459.200000 -85.800000 -2.420000 3545.000000
New Wave B 40 -0.640000 3794.400000 -121.600000 -3.110000 3916.000000
Gaming Innovation Group 161 -0.400000 4025.000000 -163.000000 -3.890000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 48009.050000 -917.450000 -1.78796% 48926.499863

Updated:¶

'2023-06-13 14:10:41.566977'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶